{"feed":"hoad_options_analytics","schema_version":1,"data_date":"2026-10-02","generated_at":"2026-10-02T20:59:41Z","source_file":"greeks_20261002.gzip","symbol":"BGSF","summary":{"name":"BGSF","price":4.92,"total_oi":771,"call_oi":771,"put_oi":0,"pc_ratio":0.0,"net_gex":7934.79,"avg_iv":171.3,"iv_rank":31.0,"iv_52w_high":282.6,"iv_52w_low":121.28,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"BGSF","price":4.92,"total_oi":771,"analysis_coverage":0.8333,"avg_iv_pct":171.3,"iv_rank":31.0,"iv_52w_high_pct":282.6,"iv_52w_low_pct":121.28,"front_dte":14,"front_atm_iv_pct":56.1151,"back_atm_iv_pct":53.5098,"term_premium_pp":2.6053,"expected_move_front_pct":10.99,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.0,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.523943,"dealer_delta_normalized":-0.523943,"gex_per_100k_oi":1029155.642023,"vanna_per_100k_oi":-1686.12192,"charm_per_100k_oi":-327367.055772,"weekend_delta_shift_per_100k_oi":-982101.167315,"iv_surface_range_pp":2.6,"gamma_flip_distance_pct":null,"max_pain_distance_pct":1.626016,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":7886.84,"put_gex":0.0,"net_gex":7886.84,"call_oi":754,"put_oi":0},{"strike":7.5,"call_gex":43.61,"put_gex":0.0,"net_gex":43.61,"call_oi":15,"put_oi":0},{"strike":10.0,"call_gex":4.33,"put_gex":0.0,"net_gex":4.33,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":0.0,"total_value":0.0},{"strike":7.5,"call_value":1885.0,"put_value":0.0,"total_value":1885.0},{"strike":10.0,"call_value":3807.5,"put_value":0,"total_value":3807.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":null,"strike":null},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":null,"strike":null},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":56.1,"strike":5.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":53.5,"strike":5.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":384.2,"strike":8.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":101.9,"strike":10.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":253},{"expiration":"01/15/2027","dte":105,"iv":0.6779,"contract_count":1,"total_oi":350},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":1,"total_oi":151}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.99,"expected_move_2std":21.97,"contract_count":1},{"expiration":"01/15/2027","dte":105,"expected_move_1std":28.7,"expected_move_2std":57.4,"contract_count":1},{"expiration":"04/16/2027","dte":196,"expected_move_1std":35.22,"expected_move_2std":70.44,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":269,"put_oi":0,"total_oi":269,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":351,"put_oi":0,"total_oi":351,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":151,"put_oi":0,"total_oi":151,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":39798.0,"put_delta_oi":0,"dealer_delta":-39798.0,"call_oi":754,"put_oi":0},{"strike":7.5,"call_delta_oi":550.0,"put_delta_oi":0,"dealer_delta":-550.0,"call_oi":15,"put_oi":0},{"strike":10.0,"call_delta_oi":48.0,"put_delta_oi":0,"dealer_delta":-48.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-40396.0,"total_call_delta":40396.0,"total_put_delta":0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":4.920000076293945,"strikes":[{"strike":5.0,"moneyness":1.0163,"type":"call","iv":0.5351,"delta":0.5512,"oi":350}]},{"expiration":"04/16/2027","underlying_price":4.920000076293945,"strikes":[{"strike":5.0,"moneyness":1.0163,"type":"call","iv":0.4806,"delta":0.5771,"oi":151}]},{"expiration":"10/16/2026","underlying_price":4.920000076293945,"strikes":[{"strike":5.0,"moneyness":1.0163,"type":"call","iv":0.561,"delta":0.4661,"oi":253}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4661,"put_delta":0,"call_gamma":0.763143,"put_gamma":0,"call_theta":-0.0082,"put_theta":0,"call_vega":0.0037,"put_vega":0,"call_oi":253,"put_oi":0}],"strikes":[5.0],"dtes":[14]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":-13.0,"put_vanna":0,"net_vanna":-13.0,"call_oi":754,"put_oi":0}],"net_vanna":-13.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-2524.0,"put_charm":0,"net_charm":-2524.0,"call_oi":253,"put_oi":0}],"net_charm":-2524.0,"weekend_delta_shift":-7572.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":12374.0,"put_delta":0,"net_delta":12374.0,"call_oi":269,"put_oi":0,"total_oi":269,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":19308.0,"put_delta":0,"net_delta":19308.0,"call_oi":351,"put_oi":0,"total_oi":351,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":8714.0,"put_delta":0,"net_delta":8714.0,"call_oi":151,"put_oi":0,"total_oi":151,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":754,"put_oi":0,"total_oi":754,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":0,"total_oi":15,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":4.920000076293945,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.02],"y":[14,105],"z":[[56.1],[53.51]],"levels":[53.5,53.8,54.0,54.3,54.5,54.8,55.1,55.3,55.6,55.8,56.1],"min_iv":53.5,"max_iv":56.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":146.85},{"date":"2026-09-15","iv":169.77},{"date":"2026-09-16","iv":177.74},{"date":"2026-09-17","iv":167.96},{"date":"2026-09-18","iv":121.28},{"date":"2026-09-21","iv":169.41},{"date":"2026-09-22","iv":135.1},{"date":"2026-09-23","iv":173.5},{"date":"2026-09-24","iv":176.6},{"date":"2026-09-25","iv":282.6},{"date":"2026-09-28","iv":236.1},{"date":"2026-09-29","iv":145.9},{"date":"2026-09-30","iv":197.5},{"date":"2026-10-01","iv":217.0},{"date":"2026-10-02","iv":171.3}]}}